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News Vertical Bar

This indicator get all events/countries/values from metatrader terminal calendar and print veritical lines at chart, you can configure anything with inputs (string to filter names/url/code/countries/currencies), select period to filter, nws interval before and after current time (every information about time is seconds based), you can filter importance, type, sector, unit, multiplier, impact, timemode, frequency, forecast/previous % increase/decrease interval, actual/previous % increase/decrease interval, color of lines and style, you can also set a time (seconds) to update news if price don't change.
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Utilidades
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Utilidades
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KEENBASE SOFTWARE SOLUTIONS
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Utilidades
KT Equity Protector EA consistently monitors the account equity and closes all the market and pending orders once the account equity reached a fixed equity stop loss or profit target.  After closing all trading positions, the EA can close all open charts to stop other expert advisors from opening more trading positions. Equity Stop-Loss If your current account balance is $5000 and you set an equity stop loss at $500. In this case, the KT Equity Protector will close all the active and pending
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FREE
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Indicadores
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Utilidades
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Bibliotecas
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Indicadores
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Indicadores
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Roberto Spadim
Indicadores
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Indicadores
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Indicadores
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Indicadores
This indicator implements the Corwin and Schultz Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a spread estimator using high/low and a rolling window (configurable). It works with low liquidity markets as a robust estimator. It's interesting when you need to track spread changes, more information can be found at Marcos book.
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Indicadores
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Roberto Spadim
Indicadores
Amihud studies the positive relationship between absolute returns and illiquidity. In particular, he computes the daily price response associated with one dollar of trading volume, and argues its value is a proxy of price impact. Despite its apparent simplicity, Hasbrouck [2009] found that daily Amihud’s lambda estimates exhibit a high rank correlation to intraday estimates of effective spread.  This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book,
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Indicadores
Hasbrouck follows up on Kyle’s and Amihud’s ideas, and applies them to estimating the price impact coefficient based on trade-and-quote (TAQ) data. Consistent with most of the literature, Hasbrouck recommends 5-minute time-bars for sampling ticks.  This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 289. --- This code can run slow when using big timeframes, it use copytick to get dollar volume, in a next version I will implement a temporary i
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Indicadores
Easley et al. [2011] proposed a high-frequency estimate of PIN, which they named volume-synchronized probability of informed trading (VPIN). This procedure adopts a volume clock, which synchronizes the data sampling with market activity. For additional details and case studies of VPIN, see Easley et al. [2013]. A number of studies have found that VPIN indeed has predictive power: Abad and Yague [2012], Bethel et al. [2012], Cheung et al. [2015], Kim et al. [2014], Song et al. [2014], Van Ness et
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Indicadores
Easley et al. study the frequency of trades per trade size, and find that trades with round sizes are abnormally frequent. For example, the frequency rates quickly decay as a function of trade size, with the exception of round trade sizes {5, 10, 20, 25, 50, 100, 200,…}. These authors attribute this phenomenon to socalled “mouse” or “GUI” traders, that is, human traders who send orders by clicking buttons on a GUI (Graphical User Interface). In the case of the E-mini S&P 500, for example, si
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Roberto Spadim
Indicadores
A useful feature may be to determine the normal frequency of round-sized trades, and monitor deviations from that expected value. The ML algorithm could, for example, determine if a larger-than-usual proportion of round-sized trades is associated with trends, as human traders tend to bet with a fundamental view, belief, or conviction. Conversely, a lower-than-usual proportion of round-sized trades may increase the likelihood that prices will move sideways, as silicon traders do not typically hol
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Utilidades
This script use DIDI+BB indicators and display alerts, send mail, send notifications, and play sounds. Scanner can monitor market watch using  ***MARKET***  as symbol name, with  all timeframes Inputs: media_lenta=3 media_base=8 media_longa=20 bb_periodo=20 bb_shift=0 bb_deviation=1.96 symbols - Symbol list, separated by ;   when using ***MARKET*** symbols from marketwatch will be included wait_interval_between_signals - Seconds between signals, default =60, but high frequency signals should red
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Roberto Spadim
Indicadores
This indicator represent option and basis values as a tax, using this formula: Tax = ( ( strike / ( basis - option ) ) - 1 ) * 100 It's not time based (don't use time to expire information)  You can set a fixed strike value, and a fixed basis symbol if needed. Some exchanges/brokers don't provide this information at marketdata and that's the only method to use this information when not provided.
Export OMS to CSV Realtime
Roberto Spadim
Utilidades
This Service, export the account Orders/History Orders/Deals/Position on each new change. It save at a common folder with path = <DATE>\\<Server Name>.<Login>.<DATE>.<filetype>.csv Each file type have an header You can use it to receive OMS changes and source SQL Servers outside metatrader with bash scripts or others tools, each time the file change you can read it and get new updates, it works using SharedRead option when opening/flock the file.
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Versión 1.1 2019.08.09
A buffer with 0,1,2,3 reporting news impact